coefficient matrix, provides the regularity conditions that arise from the underlying random coefficient autoregressive process … restrictions. The paper provides a discussion of the stochastic processes, regularity conditions, and asymptotic properties of …, has no underlying stochastic process, regularity conditions, or asymptotic properties. …

regularity conditions arising from the underlying stochastic process, namely a random coefficient autoregressive process, and a …

which, in practice, is estimated almost exclusively, has no underlying stochastic process, regularity conditions, or …

which, in practice, is estimated almost exclusively, has no underlying stochastic process, regularity conditions, or …

coefficient matrix, provides the regularity conditions that arise from the underlying random coefficient autoregressive process … restrictions. The paper provides a discussion of the stochastic processes, regularity conditions, and asymptotic properties of …, has no underlying stochastic process, regularity conditions, or asymptotic properties. …

regularity conditions arising from the underlying stochastic process, namely a random coefficient autoregressive process, and a …

the MALMX model, with dynamic conditional correlations, appropriate regularity conditions, and associated asymptotic … estimation. The underlying vector random coefficient autoregressive process, which has well established regularity conditions and … the Hadamard, triangular or full BEKK models, has regularity conditions and asymptotic properties. Various special cases …

regularity conditions and associated asymptotic theory. This enables checking of internal consistency and allows valid …

the paper is to derive a simple test for causality in volatility that provides regularity conditions arising from the …